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isPartOf:"The review of economic studies"
subject:"Statistical theory"
~isPartOf:"CORE discussion paper : DP"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Statistical theory
Estimation
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Estimation theory
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The review of economic studies
CORE discussion paper : DP
Journal of econometrics
497
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ECONIS (ZBW)
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1
Non-parametric panel data models with interactive fixed effects
Freyberger, Joachim
- In:
The review of economic studies
85
(
2018
)
3
,
pp. 1824-1851
Persistent link: https://www.econbiz.de/10011923504
Saved in:
2
Sellers with misspecified models
Madarász, Kristóf
;
Prat, Andrea
- In:
The review of economic studies
84
(
2017
)
2
,
pp. 790-815
Persistent link: https://www.econbiz.de/10011751758
Saved in:
3
"Data monkeys" : a procedural model of extrapolation from partial statistics
Spiegler, Ran
- In:
The review of economic studies
84
(
2017
)
4
,
pp. 1818-1841
Persistent link: https://www.econbiz.de/10011920094
Saved in:
4
Shrinkage estimation of high-dimensional factor models with structural instabilities
Cheng, Xu
;
Liao, Zhipeng
;
Schorfheide, Frank
- In:
The review of economic studies
83
(
2016
)
4
,
pp. 1511-1543
Persistent link: https://www.econbiz.de/10011656547
Saved in:
5
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
6
Identification-robust estimation and testing of the zero-beta CAPM
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
The review of economic studies
80
(
2013
)
3
,
pp. 892-924
Persistent link: https://www.econbiz.de/10010204244
Saved in:
7
The moments of Log-ACD models
Bauwens, Luc
;
Galli, Fausto
;
Giot, Pierre
-
2003
Persistent link: https://www.econbiz.de/10001790741
Saved in:
8
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
9
Structural vector autoregressions : theory of identification and algorithms for inference
Rubio-Ramírez, Juan Francisco
;
Waggoner, Daniel F.
; …
- In:
The review of economic studies
77
(
2010
)
2
,
pp. 665-696
Persistent link: https://www.econbiz.de/10003951617
Saved in:
10
Generalized spectral tests for conditional mean models in time series with conditional heteroscedasticity of unknown form
Hong, Yongmiao
;
Lee, Yoon-jin
- In:
The review of economic studies
72
(
2005
)
2
,
pp. 499-541
Persistent link: https://www.econbiz.de/10002692476
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